On condition numbers of the total least squares problem with linear equality constraint

On the condition number of the total least squares problem

On condition numbers for Moore-Penrose inverse and linear least squares problem involving Kronecker products

1School of Mathematics and Statistics, Key Laboratory for Applied Statistics of MOE, Northeast Normal University, Chang Chun 130024, China 2School of Mathematical Sciences, Ocean University of China, Qingdao, 266100, China 3School of Mathematical Sciences and Shanghai Key Laboratory of Contemporary Applied Mathematics, Fudan University, Shanghai, 200433, China 4Department of Computing and Softw...

Condition Numbers for Structured Least Squares Problems

This paper studies the normwise perturbation theory for structured least squares problems. The structures under investigation are symmetric, persymmetric, skewsymmetric, Toeplitz and Hankel. We present the condition numbers for structured least squares. AMS subject classification (2000): 15A18, 65F20, 65F25, 65F50.

Generalizations of the total least squares problem

Recent advances in total least squares approaches for solving various errorsin-variables modeling problems are reviewed, with emphasis on the following generalizations: 1. the use of weighted norms as a measure of the data perturbation size, capturing prior knowledge about uncertainty in the data; 2. the addition of constraints on the perturbation to preserve the structure of the data matrix, m...

Computing least squares condition numbers on hybrid multicore/GPU systems

This paper presents an efficient computation for least squares conditioning or estimates of it. We propose performance results using new routines on top of the multicore-GPU library MAGMA. This set of routines is based on an efficient computation of the variance-covariance matrix for which, to our knowledge, there is no implementation in current public domain libraries LAPACK and ScaLAPACK.